+1,831.6%
PWR vs TAP
-46.0%
+1,877.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.4% |
| 7D | +11.3% | +1.3% | +10.0% | +10.9% |
| 30D | -8.9% | +5.7% | -14.6% | -10.6% |
| 3M | -10.5% | -1.9% | -8.6% | -10.9% |
| 6M | -22.2% | +0.9% | -23.1% | -23.7% |
| YTD | +42.7% | -9.5% | +52.3% | +43.1% |
| 1Y | +41.1% | -9.0% | +50.1% | +40.9% |
| 3Y | +242.7% | -22.2% | +265.0% | +250.1% |
| 5Y | +418.5% | +1.2% | +417.3% | +365.6% |
| All | +1,831.6% | -46.0% | +1,877.6% | +1,703.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling